+553.7%
MS vs CCI
+59.7%
+493.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | -0.7% | +12.2% | -12.9% | -4.4% |
| 3M | -12.4% | +23.1% | -35.5% | -18.4% |
| 6M | -1.7% | +1.3% | -3.0% | -3.2% |
| YTD | +8.0% | +4.5% | +3.6% | +4.4% |
| 1Y | +16.2% | +2.3% | +13.9% | +13.1% |
| 3Y | +171.3% | +9.8% | +161.5% | +147.4% |
| 5Y | +124.8% | -36.5% | +161.3% | +153.2% |
| 10Y | +553.7% | +64.7% | +489.0% | +602.6% |
| All | +553.7% | +59.7% | +493.9% | +602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling